-100.0%
VIVK vs GGLL
+80.0%
-179.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -2.3% | -10.0% | -12.5% |
| 7D | -1.4% | -4.8% | +3.4% | -1.7% |
| 30D | -43.6% | -13.7% | -29.9% | -44.3% |
| 3M | -95.1% | -21.9% | -73.3% | -95.0% |
| 6M | -98.2% | +11.7% | -109.9% | -98.4% |
| YTD | -97.9% | +2.3% | -100.2% | -98.1% |
| 1Y | -100.0% | +76.2% | -176.1% | -100.0% |
| All | -100.0% | +80.0% | -179.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling